MENU- Transforming stress-testing with AI
- Estimated stressed losses rise at OCC, LCH and JSCC
- CDS market awaits uncertain Intrum auction result
- The Emir error reports that cost banks millions
- TD Bank’s annual op loss tab surges 144% amid AML settlement
- Amazon, Meta and Tesla reject FX hedging
- Funding arbitrages and optimal funding policy
- Basel stops short on wrong-way risk
- Trump 2.0 bank supervision: simpler but no soft touch?
- Initial margin requirements hit record highs at major CCPs
- Iosco mimics industry codes to tackle pre-hedging dilemma
- China finalises IM rules but gaps remain
- Pricing time-capped American options using a least squares Monte Carlo method
- Lots to fear, including fear itself
- Junk-rated CDS clearing rates slid in H1 2024
- Ice’s AFX swoop shines spotlight on Ameribor prospects
- Barr’s Fed exit likely to delay, but not destroy, Basel III
- Determination of the fraction of losses and their probabilities by type of risk and business line from aggregate loss data
- Franklin Templeton dethrones MSIM as top FX options user
- FCMs call for more oversight of self-clearing CCP members
